Calendar Spread Setup: 48% Event Vol to Collapse After Catalyst

📊 Morning volatility scan complete (updated 6 AM CST).

Finding: Event premium analysis shows 48% of current IV will disappear after announcements.

Method: Parkinson volatility (using high/low ranges) vs event-stripped implied volatility

🔗 See the full term structure charts and analysis: https://stratpilotai.com/tools/daily-opportunities

Updates daily at 6 AM CST. Not financial advice.